Ero Copper Corp (ERO.TO)
21.56
-0.13
(-0.60%)
CAD |
TSX |
Nov 15, 16:00
Ero Copper Max Drawdown (5Y): 62.77% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.77% |
| August 31, 2024 | 62.77% |
| July 31, 2024 | 62.77% |
| June 30, 2024 | 62.77% |
| May 31, 2024 | 62.77% |
| April 30, 2024 | 62.77% |
| March 31, 2024 | 62.77% |
| February 29, 2024 | 62.77% |
| January 31, 2024 | 62.77% |
| December 31, 2023 | 62.77% |
| November 30, 2023 | 62.77% |
| October 31, 2023 | 62.77% |
| September 30, 2023 | 62.77% |
| August 31, 2023 | 62.77% |
| July 31, 2023 | 62.77% |
| June 30, 2023 | 62.77% |
| May 31, 2023 | 62.77% |
| April 30, 2023 | 62.77% |
| March 31, 2023 | 62.77% |
| February 28, 2023 | 62.77% |
| January 31, 2023 | 62.77% |
| December 31, 2022 | 62.77% |
| November 30, 2022 | 62.77% |
| October 31, 2022 | 62.77% |
| September 30, 2022 | 62.77% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.77% |
| July 31, 2022 | 62.77% |
| June 30, 2022 | 62.77% |
| May 31, 2022 | 62.77% |
| April 30, 2022 | 62.77% |
| March 31, 2022 | 62.77% |
| February 28, 2022 | 62.77% |
| January 31, 2022 | 62.77% |
| December 31, 2021 | 62.77% |
| November 30, 2021 | 62.77% |
| October 31, 2021 | 62.77% |
| September 30, 2021 | 62.77% |
| August 31, 2021 | 62.77% |
| July 31, 2021 | 62.77% |
| June 30, 2021 | 62.77% |
| May 31, 2021 | 62.77% |
| April 30, 2021 | 62.77% |
| March 31, 2021 | 62.77% |
| February 28, 2021 | 62.77% |
| January 31, 2021 | 62.77% |
| December 31, 2020 | 62.77% |
| November 30, 2020 | 62.77% |
| October 31, 2020 | 62.77% |
| September 30, 2020 | 62.77% |
| August 31, 2020 | 62.77% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
36.83%
Minimum
Nov 2019
62.77%
Maximum
Mar 2020
61.12%
Average
62.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lundin Mining Corp | 57.65% |
| Taseko Mines Ltd | 89.56% |
| Hudbay Minerals Inc | 84.00% |
| Teck Resources Ltd | 76.93% |
| First Quantum Minerals Ltd | 78.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.56 |
| Beta (5Y) | 1.980 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.72% |
| Historical Sharpe Ratio (5Y) | 0.1424 |
| Historical Sortino (5Y) | 0.2344 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |